Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation

Lattice rules are among the best methods to estimate integrals in a large number of dimensions. They are part of the quasi-Monte Carlo set of tools. A theoretical framework for a class of lattice rules defined in a space of polynomials with coefficients in a finite field is developed in this paper....

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Vydáno v:	SIAM journal on scientific computing Ročník 24; číslo 5; s. 1768 - 1789
Hlavní autoři:	Lemieux, Christiane, L'Ecuyer, Pierre
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2003
Témata:	Algebra Combinatorics. Ordered structures Estimates Exact sciences and technology Mathematical analysis Mathematics Measure and integration Monte Carlo simulation Number theory Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Order, lattices, ordered algebraic structures Random variables Scholarships & fellowships Sciences and techniques of general use Polynomial Finite field Monte Carlo method Integration Numerical analysis Integral Stochastic method Random number generation Implementation Variance
ISSN:	1064-8275, 1095-7197
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